SEI Funds > SEI INSTITUTIONAL MANAGED TRUST
SIMT Small Cap Value Fund
$368.20M
Avg Monthly Net Assets
$347.72M
Total Assets
$322K
Total Liabilities
$347.40M
Net Assets
SIMT Small Cap Value Fund is a Mutual Fund in SEI INSTITUTIONAL MANAGED TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has three share classes
and monthly net assets of $368.20M.
On August 29th, 2024 it reported 447 holdings, the largest
being JACKSON FINANCIAL INC. (1.6%), CNO FINANCIAL GROUP, INC. (1.5%) and OLD NATIONAL BANCORP (1.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000018195 | SESVX | |
| Class I | C000018194 | SMVIX | |
| Class Y | C000147388 | SPVYX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AARON'S CO INC/THE COMMON STOCK (The Aaron's Company, Inc.) | Long | Equity-common | US | $205K | 21K | 0.06 |
| ABM INDUSTRIES INC COMMON STOCK (ABM INDUSTRIES INCORPORATED) | Long | Equity-common | US | $2M | 43K | 0.62 |
| ACADEMY SPORTS & OUTDOORS IN COMMON STOCK (ACADEMY SPORTS AND OUTDOORS, INC.) | Long | Equity-common | US | $557K | 10K | 0.16 |
| ACCO BRANDS CORP COMMON STOCK (ACCO BRANDS CORPORATION) | Long | Equity-common | US | $1M | 216K | 0.29 |
| ADIENT PLC COMMON STOCK (ADIENT PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $948K | 38K | 0.27 |
| ADT INC COMMON STOCK (ADT INC.) | Long | Equity-common | US | $520K | 68K | 0.15 |
| ADVANCE AUTO PARTS INC COMMON STOCK (ADVANCE AUTO PARTS, INC.) | Long | Equity-common | US | $1M | 16K | 0.29 |
| ADVANSIX INC COMMON STOCK (ADVANSIX INC.) | Long | Equity-common | US | $463K | 20K | 0.13 |
| ADVANTAGE SOLUTIONS INC COMMON STOCK (ADVANTAGE SOLUTIONS INC.) | Long | Equity-common | US | $102K | 32K | 0.03 |
| AFC GAMMA INC REIT (AFC GAMMA, INC.) | Long | Equity-common | US | $74K | 6K | 0.02 |
| AGREE REALTY CORP REIT (AGREE REALTY CORPORATION) | Long | Equity-common | US | $1M | 18K | 0.32 |
| ALASKA AIR GROUP INC COMMON STOCK (ALASKA AIR GROUP, INC.) | Long | Equity-common | US | $482K | 12K | 0.14 |
| ALKERMES PLC COMMON STOCK (ALKERMES PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $2M | 84K | 0.58 |
| ALLISON TRANSMISSION HOLDING COMMON STOCK (ALLISON TRANSMISSION HOLDINGS, INC.) | Long | Equity-common | US | $1M | 18K | 0.40 |
| ALPHA METALLURGICAL RESOURCE COMMON STOCK (ALPHA METALLURGICAL RESOURCES, INC.) | Long | Equity-common | US | $984K | 4K | 0.28 |
| AMALGAMATED FINANCIAL CORP COMMON STOCK (AMALGAMATED BANK) | Long | Equity-common | US | $120K | 4K | 0.03 |
| AMC NETWORKS INC-A COMMON STOCK (AMC NETWORKS INC.) | Long | Equity-common | US | $134K | 14K | 0.04 |
| AMERICAN ASSETS TRUST INC REIT (AMERICAN ASSETS TRUST, INC.) | Long | Equity-common | US | $814K | 36K | 0.23 |
| AMERICAN EAGLE OUTFITTERS COMMON STOCK (AMERICAN EAGLE OUTFITTERS, INC.) | Long | Equity-common | US | $396K | 20K | 0.11 |
| AMKOR TECHNOLOGY INC COMMON STOCK (AMKOR TECHNOLOGY, INC.) | Long | Equity-common | US | $3M | 63K | 0.73 |
| AMN HEALTHCARE SERVICES INC COMMON STOCK (AMN HEALTHCARE SERVICES, INC.) | Long | Equity-common | US | $475K | 9K | 0.14 |
| ANDERSONS INC/THE COMMON STOCK (THE ANDERSONS, INC.) | Long | Equity-common | US | $630K | 13K | 0.18 |
| APOGEE ENTERPRISES INC COMMON STOCK (APOGEE ENTERPRISES, INC.) | Long | Equity-common | US | $951K | 15K | 0.27 |
| APOLLO COMMERCIAL REAL ESTAT REIT (APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.) | Long | Equity-common | US | $198K | 20K | 0.06 |
| APPLE HOSPITALITY REIT INC REIT (Apple Hospitality REIT, Inc.) | Long | Equity-common | US | $570K | 39K | 0.16 |
| ARBOR REALTY TRUST INC REIT (ARBOR REALTY TRUST, INC.) | Long | Equity-common | US | $717K | 50K | 0.21 |
| ARCADIUM LITHIUM PLC COMMON STOCK | Long | Equity-common | US | $394K | 117K | 0.11 |
| ARCBEST CORP COMMON STOCK (ARCBEST CORPORATION) | Long | Equity-common | US | $1M | 14K | 0.43 |
| ARGAN INC COMMON STOCK (ARGAN, INC.) | Long | Equity-common | US | $79K | 1K | 0.02 |
| ASSOCIATED BANC-CORP COMMON STOCK | Long | Equity-common | US | $1M | 55K | 0.33 |
| ASTEC INDUSTRIES INC COMMON STOCK (ASTEC INDUSTRIES, INC.) | Long | Equity-common | US | $590K | 20K | 0.17 |
| Atkore Inc COMMON STOCK | Long | Equity-common | US | $1M | 10K | 0.41 |
| AVANOS MEDICAL INC COMMON STOCK (AVANOS MEDICAL, INC.) | Long | Equity-common | US | $205K | 10K | 0.06 |
| AVNET INC COMMON STOCK (AVNET, INC.) | Long | Equity-common | US | $1M | 23K | 0.34 |
| AXALTA COATING SYSTEMS LTD COMMON STOCK (AXALTA COATING SYSTEMS LTD.) | Long | Equity-common | US | $910K | 27K | 0.26 |
| AXIS CAPITAL HOLDINGS LTD COMMON STOCK (AXIS CAPITAL HOLDINGS LIMITED) | Long | Equity-common | US | $805K | 11K | 0.23 |
| AXOS FINANCIAL INC COMMON STOCK (AXOS FINANCIAL, INC.) | Long | Equity-common | US | $907K | 16K | 0.26 |
| AZEK CO INC/THE COMMON STOCK (THE AZEK COMPANY INC.) | Long | Equity-common | US | $643K | 15K | 0.18 |
| BANCO LATINOAMERICANO COME-E COMMON STOCK (Banco Latinoamericano de Comercio Exterior, S.A.) | Long | Equity-common | US | $1M | 41K | 0.35 |
| BANK OF N.T. BUTTERFIELD&SON COMMON STOCK (The Bank of N.T. Butterfield & Son Limited) | Long | Equity-common | US | $695K | 20K | 0.20 |
| BANK OZK COMMON STOCK | Long | Equity-common | US | $766K | 19K | 0.22 |
| BANKUNITED INC COMMON STOCK (BANKUNITED, INC.) | Long | Equity-common | US | $1M | 38K | 0.32 |
| BANKWELL FINANCIAL GROUP INC COMMON STOCK (BANKWELL FINANCIAL GROUP, INC.) | Long | Equity-common | US | $40K | 2K | 0.01 |
| BANNER CORPORATION COMMON STOCK | Long | Equity-common | US | $462K | 9K | 0.13 |
| BARNES GROUP INC COMMON STOCK (BARNES GROUP INC.) | Long | Equity-common | US | $1M | 27K | 0.32 |
| BAYCOM CORP COMMON STOCK | Long | Equity-common | US | $90K | 4K | 0.03 |
| BCB BANCORP INC COMMON STOCK (BCB BANCORP, INC.) | Long | Equity-common | US | $48K | 5K | 0.01 |
| BELDEN INC COMMON STOCK (BELDEN INC.) | Long | Equity-common | US | $392K | 4K | 0.11 |
| BERKSHIRE HILLS BANCORP INC COMMON STOCK (BERKSHIRE HILLS BANCORP, INC.) | Long | Equity-common | US | $581K | 25K | 0.17 |
| BERRY CORP COMMON STOCK (BERRY CORPORATION (BRY)) | Long | Equity-common | US | $152K | 24K | 0.04 |
| BERRY GLOBAL GROUP INC COMMON STOCK (BERRY GLOBAL GROUP, INC.) | Long | Equity-common | US | $783K | 13K | 0.23 |
| BIGLARI HOLDINGS INC-B COMMON STOCK (BIGLARI HOLDINGS INC.) | Long | Equity-common | US | $50K | 257 | 0.01 |
| BLACK HILLS CORP COMMON STOCK (BLACK HILLS CORPORATION) | Long | Equity-common | US | $527K | 10K | 0.15 |
| BLOOMIN' BRANDS INC COMMON STOCK (BLOOMIN' BRANDS, INC.) | Long | Equity-common | US | $3M | 145K | 0.80 |
| BLUELINX HOLDINGS INC COMMON STOCK (BLUELINX HOLDINGS INC.) | Long | Equity-common | US | $306K | 3K | 0.09 |
| BOISE CASCADE CO COMMON STOCK (BOISE CASCADE COMPANY) | Long | Equity-common | US | $2M | 18K | 0.60 |
| BRANDYWINE REALTY TRUST REIT | Long | Equity-common | US | $188K | 42K | 0.05 |
| BREAD FINANCIAL HOLDINGS INC COMMON STOCK (BREAD FINANCIAL HOLDINGS, INC.) | Long | Equity-common | US | $950K | 21K | 0.27 |
| BRIGHTSPIRE CAPITAL INC REIT (BRIGHTSPIRE CAPITAL, INC.) | Long | Equity-common | US | $283K | 50K | 0.08 |
| BRIGHTVIEW HOLDINGS INC COMMON STOCK (BRIGHTVIEW HOLDINGS, INC.) | Long | Equity-common | US | $65K | 5K | 0.02 |
| BRINKER INTERNATIONAL INC COMMON STOCK (BRINKER INTERNATIONAL, INC.) | Long | Equity-common | US | $3M | 40K | 0.83 |
| BRIXMOR PROPERTY GROUP INC REIT (BRIXMOR PROPERTY GROUP INC.) | Long | Equity-common | US | $511K | 22K | 0.15 |
| BUILD-A-BEAR WORKSHOP INC COMMON STOCK (BUILD-A-BEAR WORKSHOP, INC.) | Long | Equity-common | US | $73K | 3K | 0.02 |
| BWX TECHNOLOGIES INC COMMON STOCK (BWX TECHNOLOGIES, INC.) | Long | Equity-common | US | $637K | 7K | 0.18 |
| CABOT CORP COMMON STOCK (CABOT CORPORATION) | Long | Equity-common | US | $878K | 10K | 0.25 |
| CACI INTERNATIONAL INC -CL A COMMON STOCK (CACI INTERNATIONAL INC.) | Long | Equity-common | US | $1M | 3K | 0.34 |
| CACTUS INC - A COMMON STOCK (CACTUS, INC.) | Long | Equity-common | US | $823K | 16K | 0.24 |
| CAL-MAINE FOODS INC COMMON STOCK (CAL-MAINE FOODS, INC.) | Long | Equity-common | US | $950K | 16K | 0.27 |
| CALIFORNIA RESOURCES CORP COMMON STOCK (CALIFORNIA RESOURCES CORPORATION) | Long | Equity-common | US | $2M | 39K | 0.60 |
| CAMDEN NATIONAL CORP COMMON STOCK (CAMDEN NATIONAL CORPORATION) | Long | Equity-common | US | $508K | 15K | 0.15 |
| CAPITAL BANCORP INC/MD COMMON STOCK (CAPITAL BANCORP, INC.) | Long | Equity-common | US | $56K | 3K | 0.02 |
| CAPRI HOLDINGS LTD COMMON STOCK (Capri Holdings Limited) | Long | Equity-common | US | $354K | 11K | 0.10 |
| CARGURUS INC COMMON STOCK (CARGURUS, INC.) | Long | Equity-common | US | $67K | 3K | 0.02 |
| CARLYLE SECURED LENDING INC COMMON STOCK (CARLYLE SECURED LENDING, INC.) | Long | Equity-common | US | $487K | 27K | 0.14 |
| CARRIAGE SERVICES INC COMMON STOCK (CARRIAGE SERVICES, INC.) | Long | Equity-common | US | $302K | 11K | 0.09 |
| CARTER'S INC COMMON STOCK (CARTER'S, INC.) | Long | Equity-common | US | $765K | 12K | 0.22 |
| CATHAY GENERAL BANCORP COMMON STOCK | Long | Equity-common | US | $1M | 28K | 0.31 |
| CATO CORP-CLASS A COMMON STOCK (THE CATO CORPORATION) | Long | Equity-common | US | $32K | 6K | 0.01 |
| CENTRAL PACIFIC FINANCIAL CO COMMON STOCK (CENTRAL PACIFIC FINANCIAL CORP.) | Long | Equity-common | US | $599K | 28K | 0.17 |
| CHAMPIONX CORP COMMON STOCK (CHAMPIONX CORPORATION) | Long | Equity-common | US | $917K | 28K | 0.26 |
| CHATHAM LODGING TRUST REIT | Long | Equity-common | US | $233K | 27K | 0.07 |
| CHEESECAKE FACTORY INC/THE COMMON STOCK (THE CHEESECAKE FACTORY INCORPORATED) | Long | Equity-common | US | $507K | 13K | 0.15 |
| CHEGG INC COMMON STOCK (CHEGG, INC.) | Long | Equity-common | US | $155K | 49K | 0.04 |
| CHEMOURS CO/THE COMMON STOCK (THE CHEMOURS COMPANY) | Long | Equity-common | US | $1M | 51K | 0.33 |
| CHIMERA INVESTMENT CORP REIT (CHIMERA INVESTMENT CORPORATION) | Long | Equity-common | US | $424K | 33K | 0.12 |
| CHORD ENERGY CORP COMMON STOCK (CHORD ENERGY CORPORATION) | Long | Equity-common | US | $846K | 5K | 0.24 |
| CINEMARK HOLDINGS INC COMMON STOCK (CINEMARK HOLDINGS, INC.) | Long | Equity-common | US | $3M | 122K | 0.76 |
| CIRRUS LOGIC INC COMMON STOCK (CIRRUS LOGIC, INC.) | Long | Equity-common | US | $1M | 10K | 0.37 |
| CITY HOLDING CO COMMON STOCK (CITY HOLDING COMPANY) | Long | Equity-common | US | $536K | 5K | 0.15 |
| CIVISTA BANCSHARES INC COMMON STOCK (CIVISTA BANCSHARES, INC.) | Long | Equity-common | US | $71K | 5K | 0.02 |
| CIVITAS RESOURCES INC COMMON STOCK (CIVITAS RESOURCES, INC.) | Long | Equity-common | US | $1M | 18K | 0.36 |
| CLEAN HARBORS INC COMMON STOCK (CLEAN HARBORS, INC.) | Long | Equity-common | US | $1M | 6K | 0.41 |
| CLEARFIELD INC COMMON STOCK (Clearfield, Inc.) | Long | Equity-common | US | $308K | 8K | 0.09 |
| CLEARWATER PAPER CORP COMMON STOCK (CLEARWATER PAPER CORPORATION) | Long | Equity-common | US | $342K | 7K | 0.10 |
| CNB FINANCIAL CORP/PA COMMON STOCK (CNB FINANCIAL CORPORATION) | Long | Equity-common | US | $103K | 5K | 0.03 |
| CNO FINANCIAL GROUP INC COMMON STOCK (CNO FINANCIAL GROUP, INC.) | Long | Equity-common | US | $5M | 194K | 1.55 |
| CNX RESOURCES CORP COMMON STOCK (CNX RESOURCES CORPORATION) | Long | Equity-common | US | $2M | 98K | 0.68 |
| COLLEGIUM PHARMACEUTICAL INC COMMON STOCK (Collegium Pharmaceutical, Inc.) | Long | Equity-common | US | $2M | 52K | 0.49 |
| COLUMBIA BANKING SYSTEM INC COMMON STOCK (COLUMBIA BANKING SYSTEM, INC.) | Long | Equity-common | US | $3M | 150K | 0.86 |
| COMERICA INC COMMON STOCK (COMERICA INCORPORATED) | Long | Equity-common | US | $699K | 14K | 0.20 |
| COMMERCIAL METALS CO COMMON STOCK (COMMERCIAL METALS COMPANY) | Long | Equity-common | US | $4M | 66K | 1.05 |
| COMMERCIAL VEHICLE GROUP INC COMMON STOCK (COMMERCIAL VEHICLE GROUP, INC.) | Long | Equity-common | US | $41K | 8K | 0.01 |
| COMMUNITY TRUST BANCORP INC COMMON STOCK (COMMUNITY TRUST BANCORP, INC.) | Long | Equity-common | US | $462K | 11K | 0.13 |
| CONSOL ENERGY INC COMMON STOCK (CONSOL ENERGY INC.) | Long | Equity-common | US | $1M | 10K | 0.29 |
| COPT DEFENSE PROPERTIES REIT | Long | Equity-common | US | $814K | 33K | 0.23 |
| CORECIVIC INC COMMON STOCK (CORECIVIC, INC.) | Long | Equity-common | US | $68K | 5K | 0.02 |
| COSTAMARE INC COMMON STOCK (COSTAMARE INC.) | Long | Equity-common | US | $329K | 20K | 0.09 |
| COUSINS PROPERTIES INC REIT (COUSINS PROPERTIES INCORPORATED) | Long | Equity-common | US | $695K | 30K | 0.20 |
| CRAWFORD & COMPANY -CL A COMMON STOCK | Long | Equity-common | US | $46K | 5K | 0.01 |
| CROSS COUNTRY HEALTHCARE INC COMMON STOCK (CROSS COUNTRY HEALTHCARE, INC.) | Long | Equity-common | US | $442K | 32K | 0.13 |
| CROSSFIRST BANKSHARES INC COMMON STOCK (CROSSFIRST BANKSHARES, INC.) | Long | Equity-common | US | $214K | 15K | 0.06 |
| CSG SYSTEMS INTL INC COMMON STOCK (CSG SYSTEMS INTERNATIONAL, INC.) | Long | Equity-common | US | $484K | 12K | 0.14 |
| CUSHMAN & WAKEFIELD PLC COMMON STOCK | Long | Equity-common | US | $153K | 15K | 0.04 |
| CUSTOMERS BANCORP INC COMMON STOCK (Customers Bancorp, Inc.) | Long | Equity-common | US | $356K | 7K | 0.10 |
| CVR ENERGY INC COMMON STOCK (CVR ENERGY, INC.) | Long | Equity-common | US | $343K | 13K | 0.10 |
| DELEK US HOLDINGS INC COMMON STOCK (DELEK US HOLDINGS, INC.) | Long | Equity-common | US | $3M | 105K | 0.75 |
| DELUXE CORP COMMON STOCK (DELUXE CORPORATION) | Long | Equity-common | US | $641K | 29K | 0.18 |
| DHT HOLDINGS INC COMMON STOCK (DHT HOLDINGS, INC.) | Long | Equity-common | US | $497K | 43K | 0.14 |
| DIAMOND HILL INVESTMENT GRP COMMON STOCK (DIAMOND HILL INVESTMENT GROUP, INC.) | Long | Equity-common | US | $77K | 545 | 0.02 |
| DIAMONDROCK HOSPITALITY CO REIT (DIAMONDROCK HOSPITALITY COMPANY) | Long | Equity-common | US | $738K | 87K | 0.21 |
| DICK'S SPORTING GOODS INC COMMON STOCK (DICK'S SPORTING GOODS, INC.) | Long | Equity-common | US | $832K | 4K | 0.24 |
| DILLARDS INC-CL A COMMON STOCK (DILLARD'S, INC.) | Long | Equity-common | US | $74K | 168 | 0.02 |
| DIODES INC COMMON STOCK (DIODES INCORPORATED) | Long | Equity-common | US | $470K | 7K | 0.14 |
| DIVERSIFIED HEALTHCARE TRUST REIT | Long | Equity-common | US | $190K | 62K | 0.05 |
| DOLE PLC COMMON STOCK (DOLE PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $339K | 28K | 0.10 |
| DORMAN PRODUCTS INC COMMON STOCK (DORMAN PRODUCTS, INC.) | Long | Equity-common | US | $714K | 8K | 0.21 |
| E-MINI RUSS 2000 SEP24 PHYSICAL INDEX FUTURE. | Derivative-equity | US | $1M | – | 0.36 | |
| EAGLE PHARMACEUTICALS INC COMMON STOCK (EAGLE PHARMACEUTICALS, INC.) | Long | Equity-common | US | $23K | 4K | 0.01 |
| ECOVYST INC COMMON STOCK (ECOVYST INC.) | Long | Equity-common | US | $269K | 30K | 0.08 |
| EMCOR GROUP INC COMMON STOCK (EMCOR GROUP, INC.) | Long | Equity-common | US | $1M | 4K | 0.38 |
| EMPLOYERS HOLDINGS INC COMMON STOCK (EMPLOYERS HOLDINGS, INC.) | Long | Equity-common | US | $544K | 13K | 0.16 |
| ENCOMPASS HEALTH CORP COMMON STOCK (ENCOMPASS HEALTH CORPORATION) | Long | Equity-common | US | $2M | 18K | 0.44 |
| ENERGIZER HOLDINGS INC COMMON STOCK (Energizer Holdings, Inc.) | Long | Equity-common | US | $506K | 17K | 0.15 |
| ENERPAC TOOL GROUP COMMON STOCK (ENERPAC TOOL GROUP CORP.) | Long | Equity-common | US | $653K | 17K | 0.19 |
| ENNIS INC COMMON STOCK (ENNIS, INC.) | Long | Equity-common | US | $388K | 18K | 0.11 |
| ENOVA INTERNATIONAL INC COMMON STOCK (ENOVA INTERNATIONAL, INC.) | Long | Equity-common | US | $417K | 7K | 0.12 |
| ENPRO INC COMMON STOCK (Enpro Inc.) | Long | Equity-common | US | $1M | 7K | 0.31 |
| ENTRAVISION COMMUNICATIONS-A COMMON STOCK (ENTRAVISION COMMUNICATIONS CORPORATION) | Long | Equity-common | US | $34K | 17K | 0.01 |
| ENVIRI CORP COMMON STOCK (ENVIRI CORPORATION) | Long | Equity-common | US | $235K | 27K | 0.07 |
| ENVISTA HOLDINGS CORP COMMON STOCK (ENVISTA HOLDINGS CORPORATION) | Long | Equity-common | US | $338K | 20K | 0.10 |
| EPR PROPERTIES REIT | Long | Equity-common | US | $773K | 18K | 0.22 |
| EXELIXIS INC COMMON STOCK (EXELIXIS, INC.) | Long | Equity-common | US | $831K | 37K | 0.24 |
| EXLSERVICE HOLDINGS INC COMMON STOCK (EXLSERVICE HOLDINGS, INC.) | Long | Equity-common | US | $637K | 20K | 0.18 |
| FIDELIS INSURANCE HOLDINGS L COMMON STOCK (FIDELIS INSURANCE HOLDINGS LIMITED) | Long | Equity-common | US | $428K | 26K | 0.12 |
| FINANCIAL INSTITUTIONS INC COMMON STOCK (FINANCIAL INSTITUTIONS, INC.) | Long | Equity-common | US | $94K | 5K | 0.03 |
| FIRST AMERICAN FINANCIAL COMMON STOCK (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Equity-common | US | $666K | 12K | 0.19 |
| FIRST BANCORP PUERTO RICO COMMON STOCK (First BanCorp.) | Long | Equity-common | US | $2M | 89K | 0.47 |
| FIRST BANK/HAMILTON NJ COMMON STOCK | Long | Equity-common | US | $61K | 5K | 0.02 |
| FIRST BUSEY CORP COMMON STOCK (FIRST BUSEY CORPORATION) | Long | Equity-common | US | $883K | 36K | 0.25 |
| FIRST BUSINESS FINANCIAL SER COMMON STOCK (FIRST BUSINESS FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $89K | 2K | 0.03 |
| FIRST COMMONWEALTH FINL CORP COMMON STOCK (FIRST COMMONWEALTH FINANCIAL CORPORATION) | Long | Equity-common | US | $2M | 146K | 0.58 |
| FIRST FINANCIAL CORP/INDIANA COMMON STOCK (FIRST FINANCIAL CORPORATION) | Long | Equity-common | US | $415K | 11K | 0.12 |
| FIRST HORIZON CORP COMMON STOCK (FIRST HORIZON CORPORATION) | Long | Equity-common | US | $2M | 140K | 0.64 |
| FIRST INTERSTATE BANCSYS-A COMMON STOCK (FIRST INTERSTATE BANCSYSTEM, INC.) | Long | Equity-common | US | $995K | 36K | 0.29 |
| FLUOR CORP COMMON STOCK (FLUOR CORPORATION.) | Long | Equity-common | US | $453K | 10K | 0.13 |
| FLUSHING FINANCIAL CORP COMMON STOCK (FLUSHING FINANCIAL CORPORATION) | Long | Equity-common | US | $275K | 21K | 0.08 |
| FMC CORP COMMON STOCK (FMC CORPORATION) | Long | Equity-common | US | $2M | 31K | 0.52 |
| FNB CORP COMMON STOCK (F.N.B. CORPORATION) | Long | Equity-common | US | $3M | 184K | 0.72 |
| FORESTAR GROUP INC COMMON STOCK (FORESTAR GROUP INC.) | Long | Equity-common | US | $227K | 7K | 0.07 |
| FRANKLIN STREET PROPERTIES C REIT (FRANKLIN STREET PROPERTIES CORP.) | Long | Equity-common | US | $91K | 60K | 0.03 |
| FS KKR CAPITAL CORP COMMON STOCK (FS KKR CAPITAL CORP.) | Long | Equity-common | US | $652K | 33K | 0.19 |
| FULTON FINANCIAL CORP COMMON STOCK (FULTON FINANCIAL CORPORATION) | Long | Equity-common | US | $788K | 46K | 0.23 |
| FUTUREFUEL CORP COMMON STOCK (FUTUREFUEL CORP.) | Long | Equity-common | US | $42K | 8K | 0.01 |
| G-III APPAREL GROUP LTD COMMON STOCK (G-III APPAREL GROUP, LTD.) | Long | Equity-common | US | $911K | 34K | 0.26 |
| GATES INDUSTRIAL CORP PLC COMMON STOCK (GATES INDUSTRIAL CORPORATION PLC) | Long | Equity-common | US | $2M | 118K | 0.54 |
| GENESCO INC COMMON STOCK (GENESCO INC.) | Long | Equity-common | US | $281K | 11K | 0.08 |
| GENIE ENERGY LTD-B COMMON STOCK (GENIE ENERGY LTD.) | Long | Equity-common | US | $73K | 5K | 0.02 |
| GENTEX CORP COMMON STOCK (GENTEX CORPORATION) | Long | Equity-common | US | $869K | 26K | 0.25 |
| GENWORTH FINANCIAL INC COMMON STOCK (GENWORTH FINANCIAL, INC.) | Long | Equity-common | US | $2M | 316K | 0.55 |
| GLOBUS MEDICAL INC - A COMMON STOCK (GLOBUS MEDICAL, INC.) | Long | Equity-common | US | $880K | 13K | 0.25 |
| GOLUB CAPITAL BDC INC COMMON STOCK (GOLUB CAPITAL BDC, INC.) | Long | Equity-common | US | $569K | 36K | 0.16 |
| GOODYEAR TIRE & RUBBER CO COMMON STOCK (THE GOODYEAR TIRE & RUBBER COMPANY) | Long | Equity-common | US | $2M | 152K | 0.50 |
| GREAT SOUTHERN BANCORP INC COMMON STOCK (GREAT SOUTHERN BANCORP, INC.) | Long | Equity-common | US | $312K | 6K | 0.09 |
| GREEN DOT CORP-CLASS A COMMON STOCK (GREEN DOT CORPORATION) | Long | Equity-common | US | $180K | 19K | 0.05 |
| GREENLIGHT CAPITAL RE LTD-A COMMON STOCK (GREENLIGHT CAPITAL RE, LTD.) | Long | Equity-common | US | $96K | 7K | 0.03 |
| GREIF INC-CL A COMMON STOCK (GREIF, INC.) | Long | Equity-common | US | $1M | 20K | 0.33 |
| GRIFFON CORP COMMON STOCK (GRIFFON CORPORATION) | Long | Equity-common | US | $739K | 12K | 0.21 |
| GROUP 1 AUTOMOTIVE INC COMMON STOCK (GROUP 1 AUTOMOTIVE, INC.) | Long | Equity-common | US | $2M | 6K | 0.51 |
| GUESS? INC COMMON STOCK (GUESS ?, INC.) | Long | Equity-common | US | $606K | 30K | 0.17 |
| GULFPORT ENERGY CORP COMMON STOCK (GULFPORT ENERGY CORPORATION) | Long | Equity-common | US | $739K | 5K | 0.21 |
| H&R BLOCK INC COMMON STOCK (H & R BLOCK, INC.) | Long | Equity-common | US | $1M | 21K | 0.33 |
| HAIN CELESTIAL GROUP INC COMMON STOCK (THE HAIN CELESTIAL GROUP, INC.) | Long | Equity-common | US | $171K | 25K | 0.05 |
| HALOZYME THERAPEUTICS INC COMMON STOCK (HALOZYME THERAPEUTICS, INC.) | Long | Equity-common | US | $1M | 27K | 0.40 |
| HANCOCK WHITNEY CORP COMMON STOCK (HANCOCK WHITNEY CORPORATION) | Long | Equity-common | US | $1M | 23K | 0.32 |
| HANMI FINANCIAL CORPORATION COMMON STOCK | Long | Equity-common | US | $426K | 25K | 0.12 |
| HANOVER INSURANCE GROUP INC/ COMMON STOCK (THE HANOVER INSURANCE GROUP, INC.) | Long | Equity-common | US | $1M | 8K | 0.30 |
| HARLEY-DAVIDSON INC COMMON STOCK (HARLEY-DAVIDSON, INC.) | Long | Equity-common | US | $565K | 17K | 0.16 |
| HARMONIC INC COMMON STOCK (HARMONIC INC.) | Long | Equity-common | US | $1M | 106K | 0.36 |
| HARMONY BIOSCIENCES HOLDINGS COMMON STOCK (HARMONY BIOSCIENCES HOLDINGS, INC.) | Long | Equity-common | US | $862K | 29K | 0.25 |
| HAVERTY FURNITURE COMMON STOCK (HAVERTY FURNITURE COMPANIES, INC.) | Long | Equity-common | US | $573K | 23K | 0.16 |
| HEALTHPEAK PROPERTIES INC REIT (HEALTHPEAK PROPERTIES, INC.) | Long | Equity-common | US | $367K | 19K | 0.11 |
| HEIDRICK & STRUGGLES INTL COMMON STOCK (HEIDRICK & STRUGGLES INTERNATIONAL, INC.) | Long | Equity-common | US | $238K | 8K | 0.07 |
| HELMERICH & PAYNE COMMON STOCK (HELMERICH & PAYNE, INC.) | Long | Equity-common | US | $2M | 51K | 0.53 |
| HERBALIFE LTD COMMON STOCK (HERBALIFE LTD.) | Long | Equity-common | US | $429K | 41K | 0.12 |
| HEXCEL CORP COMMON STOCK (HEXCEL CORPORATION) | Long | Equity-common | US | $399K | 6K | 0.11 |
| HF SINCLAIR CORP COMMON STOCK (HF SINCLAIR CORPORATION) | Long | Equity-common | US | $2M | 41K | 0.63 |
| HIGHWOODS PROPERTIES INC REIT (HIGHWOODS PROPERTIES, INC.) | Long | Equity-common | US | $3M | 105K | 0.80 |
| HOPE BANCORP INC COMMON STOCK (HOPE BANCORP, INC.) | Long | Equity-common | US | $687K | 64K | 0.20 |
| HURON CONSULTING GROUP INC COMMON STOCK (HURON CONSULTING GROUP INC.) | Long | Equity-common | US | $1M | 12K | 0.35 |
| IDACORP INC COMMON STOCK (IDACORP, INC.) | Long | Equity-common | US | $721K | 8K | 0.21 |
| IMMERSION CORPORATION COMMON STOCK | Long | Equity-common | US | $94K | 10K | 0.03 |
| INDEPENDENT BANK CORP - MICH COMMON STOCK (INDEPENDENT BANK CORPORATION) | Long | Equity-common | US | $213K | 8K | 0.06 |
| INDEPENDENT BANK CORP/MA COMMON STOCK (INDEPENDENT BANK CORP.) | Long | Equity-common | US | $750K | 15K | 0.22 |
| INGEVITY CORP COMMON STOCK (INGEVITY CORPORATION) | Long | Equity-common | US | $797K | 18K | 0.23 |
| INGLES MARKETS INC-CLASS A COMMON STOCK (Ingles Markets, Incorporated) | Long | Equity-common | US | $1M | 15K | 0.29 |
| INGREDION INC COMMON STOCK (INGREDION INCORPORATED) | Long | Equity-common | US | $2M | 18K | 0.59 |
| INMODE LTD COMMON STOCK | Long | Equity-common | US | $2M | 88K | 0.46 |
| INNOSPEC INC COMMON STOCK (INNOSPEC INC.) | Long | Equity-common | US | $472K | 4K | 0.14 |
| INNOVIVA INC COMMON STOCK (INNOVIVA, INC.) | Long | Equity-common | US | $394K | 24K | 0.11 |
| INSIGHT ENTERPRISES INC COMMON STOCK (INSIGHT ENTERPRISES, INC.) | Long | Equity-common | US | $479K | 2K | 0.14 |
| INTEGRA LIFESCIENCES HOLDING COMMON STOCK (INTEGRA LIFESCIENCES HOLDINGS CORPORATION) | Long | Equity-common | US | $2M | 81K | 0.68 |
| INTERFACE INC COMMON STOCK (INTERFACE, INC.) | Long | Equity-common | US | $517K | 35K | 0.15 |
| INTERNATIONAL SEAWAYS INC COMMON STOCK (INTERNATIONAL SEAWAYS, INC.) | Long | Equity-common | US | $146K | 2K | 0.04 |
| INVESCO MORTGAGE CAPITAL REIT (INVESCO MORTGAGE CAPITAL INC.) | Long | Equity-common | US | $140K | 15K | 0.04 |
| IRONWOOD PHARMACEUTICALS INC COMMON STOCK (IRONWOOD PHARMACEUTICALS, INC.) | Long | Equity-common | US | $570K | 87K | 0.16 |
| ITT INC COMMON STOCK (ITT INC.) | Long | Equity-common | US | $1M | 11K | 0.40 |
| JACK IN THE BOX INC COMMON STOCK (JACK IN THE BOX INC.) | Long | Equity-common | US | $311K | 6K | 0.09 |
| JACKSON FINANCIAL INC-A COMMON STOCK (JACKSON FINANCIAL INC.) | Long | Equity-common | US | $5M | 74K | 1.57 |
| JAKKS PACIFIC INC COMMON STOCK (JAKKS PACIFIC, INC.) | Long | Equity-common | US | $56K | 3K | 0.02 |
| JAMES RIVER GROUP HOLDINGS L COMMON STOCK (JAMES RIVER GROUP HOLDINGS, LTD.) | Long | Equity-common | US | $128K | 17K | 0.04 |
| JAZZ PHARMACEUTICALS PLC COMMON STOCK (JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY) | Long | Equity-common | US | $854K | 8K | 0.25 |
| KB HOME COMMON STOCK | Long | Equity-common | US | $1M | 17K | 0.35 |
| KELLY SERVICES INC -A COMMON STOCK (KELLY SERVICES, INC.) | Long | Equity-common | US | $655K | 31K | 0.19 |
| KENNAMETAL INC COMMON STOCK (KENNAMETAL INC.) | Long | Equity-common | US | $287K | 12K | 0.08 |
| KEYCORP COMMON STOCK | Long | Equity-common | US | $1M | 105K | 0.43 |
| KILROY REALTY CORP REIT (KILROY REALTY CORPORATION) | Long | Equity-common | US | $674K | 22K | 0.19 |
| KITE REALTY GROUP TRUST REIT | Long | Equity-common | US | $635K | 28K | 0.18 |
| KOPPERS HOLDINGS INC COMMON STOCK (Koppers Holdings Inc.) | Long | Equity-common | US | $664K | 18K | 0.19 |
| KORN FERRY COMMON STOCK | Long | Equity-common | US | $923K | 14K | 0.27 |
| LA-Z-BOY INC COMMON STOCK (LA-Z-BOY INCORPORATED) | Long | Equity-common | US | $2M | 41K | 0.44 |
| LADDER CAPITAL CORP-REIT REIT | Long | Equity-common | US | $510K | 45K | 0.15 |
| LANCASTER COLONY CORP COMMON STOCK (LANCASTER COLONY CORPORATION) | Long | Equity-common | US | $554K | 3K | 0.16 |
| LANTHEUS HOLDINGS INC COMMON STOCK (LANTHEUS HOLDINGS, INC.) | Long | Equity-common | US | $1M | 13K | 0.31 |
| LENDINGCLUB CORP COMMON STOCK (LENDINGCLUB CORPORATION) | Long | Equity-common | US | $333K | 39K | 0.10 |
| Liberty Energy Inc COMMON STOCK (LIBERTY ENERGY INC.) | Long | Equity-common | US | $1M | 70K | 0.42 |
| LINCOLN NATIONAL CORP COMMON STOCK (LINCOLN NATIONAL CORPORATION) | Long | Equity-common | US | $3M | 86K | 0.77 |
| LSB INDUSTRIES INC COMMON STOCK (LSB INDUSTRIES, INC.) | Long | Equity-common | US | $193K | 24K | 0.06 |
| LUMENTUM HOLDINGS INC COMMON STOCK (LUMENTUM HOLDINGS INC.) | Long | Equity-common | US | $1M | 21K | 0.31 |
| MACY'S INC COMMON STOCK (MACY'S, INC.) | Long | Equity-common | US | $500K | 26K | 0.14 |
| MANPOWERGROUP INC COMMON STOCK (MANPOWERGROUP INC.) | Long | Equity-common | US | $363K | 5K | 0.10 |
| MASTERBRAND INC COMMON STOCK (MASTERBRAND, INC.) | Long | Equity-common | US | $256K | 17K | 0.07 |
| MASTERCRAFT BOAT HOLDINGS IN COMMON STOCK (MASTERCRAFT BOAT HOLDINGS, INC.) | Long | Equity-common | US | $103K | 5K | 0.03 |
| MEDIFAST INC COMMON STOCK (MEDIFAST, INC.) | Long | Equity-common | US | $97K | 4K | 0.03 |
| MERCANTILE BANK CORP COMMON STOCK (MERCANTILE BANK CORPORATION) | Long | Equity-common | US | $231K | 6K | 0.07 |
| MERCHANTS BANCORP/IN COMMON STOCK | Long | Equity-common | US | $281K | 7K | 0.08 |
| MERITAGE HOMES CORP COMMON STOCK (MERITAGE HOMES CORPORATION) | Long | Equity-common | US | $2M | 9K | 0.44 |
| MGIC INVESTMENT CORP COMMON STOCK (MGIC INVESTMENT CORPORATION) | Long | Equity-common | US | $2M | 97K | 0.60 |
| MGP INGREDIENTS INC COMMON STOCK (MGP INGREDIENTS, INC.) | Long | Equity-common | US | $360K | 5K | 0.10 |
| MID PENN BANCORP INC COMMON STOCK (MID PENN BANCORP, INC.) | Long | Equity-common | US | $100K | 5K | 0.03 |
| MIDLAND STATES BANCORP INC COMMON STOCK (MIDLAND STATES BANCORP, INC.) | Long | Equity-common | US | $189K | 8K | 0.05 |
| MINERALS TECHNOLOGIES INC COMMON STOCK (MINERALS TECHNOLOGIES INC.) | Long | Equity-common | US | $94K | 1K | 0.03 |
| MODINE MANUFACTURING CO COMMON STOCK (MODINE MANUFACTURING COMPANY) | Long | Equity-common | US | $1M | 14K | 0.40 |
| MOOG INC-CLASS A COMMON STOCK (MOOG INC.) | Long | Equity-common | US | $388K | 2K | 0.11 |
| MOVADO GROUP INC COMMON STOCK (MOVADO GROUP, INC.) | Long | Equity-common | US | $122K | 5K | 0.04 |
| MR COOPER GROUP INC COMMON STOCK (MR. COOPER GROUP INC.) | Long | Equity-common | US | $754K | 9K | 0.22 |
| MRC GLOBAL INC COMMON STOCK (MRC GLOBAL INC.) | Long | Equity-common | US | $72K | 6K | 0.02 |
| MUELLER INDUSTRIES INC COMMON STOCK (MUELLER INDUSTRIES, INC.) | Long | Equity-common | US | $3M | 47K | 0.78 |
| MURPHY OIL CORP COMMON STOCK (MURPHY OIL CORPORATION) | Long | Equity-common | US | $677K | 16K | 0.19 |
| MURPHY USA INC COMMON STOCK (MURPHY USA INC.) | Long | Equity-common | US | $1M | 3K | 0.42 |
| NATIONAL BANK HOLD-CL A COMMON STOCK (NATIONAL BANK HOLDINGS CORPORATION) | Long | Equity-common | US | $516K | 13K | 0.15 |
| NATIONAL FUEL GAS CO COMMON STOCK (NATIONAL FUEL GAS COMPANY) | Long | Equity-common | US | $1M | 21K | 0.32 |
| NATIONAL STORAGE AFFILIATES REIT (NATIONAL STORAGE AFFILIATES TRUST) | Long | Equity-common | US | $924K | 22K | 0.27 |
| NATURES SUNSHINE PRODS INC COMMON STOCK (NATURE'S SUNSHINE PRODUCTS, INC.) | Long | Equity-common | US | $83K | 6K | 0.02 |
| NAVIENT CORP COMMON STOCK (NAVIENT CORPORATION) | Long | Equity-common | US | $643K | 44K | 0.19 |
| NCR ATLEOS CORP COMMON STOCK (NCR ATLEOS CORPORATION) | Long | Equity-common | US | $351K | 13K | 0.10 |
| NCR VOYIX CORP COMMON STOCK (NCR VOYIX CORPORATION) | Long | Equity-common | US | $335K | 27K | 0.10 |
| NETSCOUT SYSTEMS INC COMMON STOCK (NETSCOUT SYSTEMS, INC.) | Long | Equity-common | US | $141K | 8K | 0.04 |
| NEW MOUNTAIN FINANCE CORP COMMON STOCK (NEW MOUNTAIN FINANCE CORPORATION) | Long | Equity-common | US | $340K | 28K | 0.10 |
| NEWMARK GROUP INC-CLASS A COMMON STOCK (NEWMARK GROUP, INC.) | Long | Equity-common | US | $1M | 106K | 0.31 |
| Nexstar Media Group Inc COMMON STOCK (NEXSTAR MEDIA GROUP, INC.) | Long | Equity-common | US | $1M | 6K | 0.29 |
| NMI HOLDINGS INC COMMON STOCK (NMI HOLDINGS, INC.) | Long | Equity-common | US | $593K | 17K | 0.17 |
| NORTHRIM BANCORP INC COMMON STOCK (NORTHRIM BANCORP, INC.) | Long | Equity-common | US | $75K | 1K | 0.02 |
| NORTHWEST NATURAL HOLDING CO COMMON STOCK (NORTHWEST NATURAL HOLDING COMPANY) | Long | Equity-common | US | $148K | 4K | 0.04 |
| NU SKIN ENTERPRISES INC - A COMMON STOCK (NU SKIN ENTERPRISES, INC.) | Long | Equity-common | US | $226K | 21K | 0.07 |
| O-I GLASS INC COMMON STOCK (O-I GLASS, INC.) | Long | Equity-common | US | $932K | 84K | 0.27 |
| OCEANFIRST FINANCIAL CORP COMMON STOCK (OCEANFIRST FINANCIAL CORP.) | Long | Equity-common | US | $349K | 22K | 0.10 |
| ODP CORP/THE COMMON STOCK (THE ODP CORPORATION) | Long | Equity-common | US | $1M | 29K | 0.32 |
| OFG BANCORP COMMON STOCK | Long | Equity-common | US | $3M | 72K | 0.78 |
| OLD NATIONAL BANCORP COMMON STOCK | Long | Equity-common | US | $4M | 214K | 1.06 |
| OPEN TEXT CORP COMMON STOCK (Open Text Corporation) | Long | Equity-common | US | $1M | 36K | 0.31 |
| OPTION CARE HEALTH INC COMMON STOCK (OPTION CARE HEALTH, INC.) | Long | Equity-common | US | $643K | 23K | 0.18 |
| ORASURE TECHNOLOGIES INC COMMON STOCK (ORASURE TECHNOLOGIES, INC.) | Long | Equity-common | US | $136K | 32K | 0.04 |
| ORGANON & CO COMMON STOCK (ORGANON & CO.) | Long | Equity-common | US | $2M | 78K | 0.47 |
| ORION OFFICE REIT INC REIT (ORION OFFICE REIT INC.) | Long | Equity-common | US | $57K | 16K | 0.02 |
| ORRSTOWN FINL SERVICES INC COMMON STOCK (ORRSTOWN FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $97K | 4K | 0.03 |
| OSHKOSH CORP COMMON STOCK (OSHKOSH CORPORATION) | Long | Equity-common | US | $1M | 13K | 0.40 |
| OUTBRAIN INC COMMON STOCK (OUTBRAIN INC.) | Long | Equity-common | US | $81K | 16K | 0.02 |
| OVERSEAS SHIPHOLDING GROUP-A COMMON STOCK (OVERSEAS SHIPHOLDING GROUP, INC.) | Long | Equity-common | US | $108K | 13K | 0.03 |
| OWENS & MINOR INC COMMON STOCK (Owens & Minor, Inc.) | Long | Equity-common | US | $421K | 31K | 0.12 |
| OXFORD INDUSTRIES INC COMMON STOCK | Long | Equity-common | US | $354K | 4K | 0.10 |
| PAGSEGURO DIGITAL LTD-CL A COMMON STOCK (PAGSEGURO DIGITAL LTD.) | Long | Equity-common | US | $933K | 80K | 0.27 |
| PAR PACIFIC HOLDINGS INC COMMON STOCK (PAR PACIFIC HOLDINGS, INC.) | Long | Equity-common | US | $581K | 23K | 0.17 |
| PARAMOUNT GROUP INC REIT (PARAMOUNT GROUP, INC.) | Long | Equity-common | US | $69K | 15K | 0.02 |
| PARK-OHIO HOLDINGS CORP COMMON STOCK (PARK-OHIO HOLDINGS CORP.) | Long | Equity-common | US | $198K | 8K | 0.06 |
| PATHWARD FINANCIAL INC COMMON STOCK (Pathward Financial, Inc.) | Long | Equity-common | US | $599K | 11K | 0.17 |
| PATTERSON COS INC COMMON STOCK (PATTERSON COMPANIES, INC.) | Long | Equity-common | US | $673K | 28K | 0.19 |
| PATTERSON-UTI ENERGY INC COMMON STOCK (PATTERSON-UTI ENERGY, INC.) | Long | Equity-common | US | $352K | 34K | 0.10 |
| PBF ENERGY INC-CLASS A COMMON STOCK (PBF ENERGY INC.) | Long | Equity-common | US | $3M | 59K | 0.78 |
| PCB BANCORP COMMON STOCK | Long | Equity-common | US | $57K | 4K | 0.02 |
| PEABODY ENERGY CORP COMMON STOCK (PEABODY ENERGY CORPORATION) | Long | Equity-common | US | $750K | 34K | 0.22 |
| PEBBLEBROOK HOTEL TRUST REIT | Long | Equity-common | US | $688K | 50K | 0.20 |
| Pediatrix Medical Group Inc COMMON STOCK (PEDIATRIX MEDICAL GROUP, INC.) | Long | Equity-common | US | $241K | 32K | 0.07 |
| PENNANTPARK INVESTMENT CORP COMMON STOCK (PENNANTPARK INVESTMENT CORPORATION) | Long | Equity-common | US | $372K | 49K | 0.11 |
| PENNYMAC FINANCIAL SERVICES COMMON STOCK (PENNYMAC FINANCIAL SERVICES, INC.) | Long | Equity-common | US | $526K | 6K | 0.15 |
| PEOPLES BANCORP INC COMMON STOCK (PEOPLES BANCORP INC.) | Long | Equity-common | US | $357K | 12K | 0.10 |
| PEOPLES FINANCIAL SERVICES COMMON STOCK (PEOPLES FINANCIAL SERVICES CORP.) | Long | Equity-common | US | $46K | 1K | 0.01 |
| PERDOCEO EDUCATION CORP COMMON STOCK (PERDOCEO EDUCATION CORPORATION) | Long | Equity-common | US | $560K | 26K | 0.16 |
| PERFORMANCE FOOD GROUP CO COMMON STOCK (PERFORMANCE FOOD GROUP COMPANY) | Long | Equity-common | US | $911K | 14K | 0.26 |
| PERMIAN RESOURCES CORP COMMON STOCK (PERMIAN RESOURCES CORPORATION) | Long | Equity-common | US | $1M | 87K | 0.40 |
| PHOTRONICS INC COMMON STOCK (PHOTRONICS, INC.) | Long | Equity-common | US | $3M | 136K | 0.96 |
| PIEDMONT OFFICE REALTY TRU-A REIT (PIEDMONT OFFICE REALTY TRUST, INC.) | Long | Equity-common | US | $443K | 61K | 0.13 |
| PILGRIM'S PRIDE CORP COMMON STOCK (PILGRIM'S PRIDE CORPORATION) | Long | Equity-common | US | $3M | 74K | 0.82 |
| PINNACLE FINANCIAL PARTNERS COMMON STOCK (PINNACLE FINANCIAL PARTNERS, INC.) | Long | Equity-common | US | $1M | 13K | 0.31 |
| PLAYA HOTELS & RESORTS NV COMMON STOCK (Playa Hotels & Resorts N.V.) | Long | Equity-common | US | $384K | 46K | 0.11 |
| PLAYSTUDIOS INC COMMON STOCK (PLAYSTUDIOS, INC.) | Long | Equity-common | US | $49K | 23K | 0.01 |
| PLAYTIKA HOLDING CORP COMMON STOCK (PLAYTIKA HOLDING CORP.) | Long | Equity-common | US | $378K | 48K | 0.11 |
| POLARIS INC COMMON STOCK (POLARIS INC.) | Long | Equity-common | US | $571K | 7K | 0.16 |
| POPULAR INC COMMON STOCK (Popular, Inc.) | Long | Equity-common | US | $1M | 14K | 0.35 |
| PORTLAND GENERAL ELECTRIC CO COMMON STOCK (PORTLAND GENERAL ELECTRIC COMPANY) | Long | Equity-common | US | $1M | 30K | 0.38 |
| PREMIER INC-CLASS A COMMON STOCK (PREMIER, INC.) | Long | Equity-common | US | $621K | 33K | 0.18 |
| PRESTIGE CONSUMER HEALTHCARE COMMON STOCK (PRESTIGE CONSUMER HEALTHCARE INC.) | Long | Equity-common | US | $3M | 37K | 0.73 |
| PRICESMART INC COMMON STOCK (PRICESMART, INC.) | Long | Equity-common | US | $669K | 8K | 0.19 |
| PRIMERICA INC COMMON STOCK (PRIMERICA, INC.) | Long | Equity-common | US | $847K | 4K | 0.24 |
| PRIMORIS SERVICES CORP COMMON STOCK (PRIMORIS SERVICES CORPORATION) | Long | Equity-common | US | $644K | 13K | 0.19 |
| PROG HOLDINGS INC COMMON STOCK (PROG Holdings, Inc) | Long | Equity-common | US | $670K | 19K | 0.19 |
| PROPETRO HOLDING CORP COMMON STOCK (PROPETRO HOLDING CORP.) | Long | Equity-common | US | $132K | 15K | 0.04 |
| PVH CORP COMMON STOCK (PVH CORP.) | Long | Equity-common | US | $810K | 8K | 0.23 |
| QUANEX BUILDING PRODUCTS COMMON STOCK (QUANEX BUILDING PRODUCTS CORPORATION) | Long | Equity-common | US | $257K | 9K | 0.07 |
| QUIDELORTHO CORP COMMON STOCK (QUIDELORTHO CORPORATION) | Long | Equity-common | US | $430K | 13K | 0.12 |
| RADIAN GROUP INC COMMON STOCK (RADIAN GROUP INC.) | Long | Equity-common | US | $945K | 30K | 0.27 |
| RADIANT LOGISTICS INC COMMON STOCK (RADIANT LOGISTICS, INC.) | Long | Equity-common | US | $47K | 8K | 0.01 |
| RANGER ENERGY SERVICES INC COMMON STOCK (RANGER ENERGY SERVICES, INC.) | Long | Equity-common | US | $56K | 5K | 0.02 |
| RAYONIER ADVANCED MATERIALS COMMON STOCK (RAYONIER ADVANCED MATERIALS INC.) | Long | Equity-common | US | $115K | 21K | 0.03 |
| RBB BANCORP COMMON STOCK | Long | Equity-common | US | $92K | 5K | 0.03 |
| REGAL REXNORD CORP COMMON STOCK (Regal Rexnord Corporation) | Long | Equity-common | US | $694K | 5K | 0.20 |
| RESIDEO TECHNOLOGIES INC COMMON STOCK (RESIDEO TECHNOLOGIES, INC.) | Long | Equity-common | US | $1M | 59K | 0.33 |
| RESOURCES CONNECTION INC COMMON STOCK (RESOURCES CONNECTION, INC.) | Long | Equity-common | US | $164K | 15K | 0.05 |
| REX AMERICAN RESOURCES CORP COMMON STOCK (REX AMERICAN RESOURCES CORPORATION) | Long | Equity-common | US | $186K | 4K | 0.05 |
| RIMINI STREET INC COMMON STOCK (RIMINI STREET, INC.) | Long | Equity-common | US | $35K | 11K | 0.01 |
| RITHM CAPITAL CORP REIT (RITHM CAPITAL CORP.) | Long | Equity-common | US | $935K | 86K | 0.27 |
| RLJ LODGING TRUST REIT | Long | Equity-common | US | $1M | 127K | 0.35 |
| ROGERS CORP COMMON STOCK (ROGERS CORPORATION) | Long | Equity-common | US | $749K | 6K | 0.22 |
| RPC INC COMMON STOCK (RPC, INC.) | Long | Equity-common | US | $234K | 38K | 0.07 |
| RUSH ENTERPRISES INC-CL A COMMON STOCK (RUSH ENTERPRISES, INC.) | Long | Equity-common | US | $824K | 20K | 0.24 |
| RYDER SYSTEM INC COMMON STOCK (RYDER SYSTEM, INC.) | Long | Equity-common | US | $2M | 16K | 0.56 |
| RYERSON HOLDING CORP COMMON STOCK (RYERSON HOLDING CORPORATION) | Long | Equity-common | US | $336K | 17K | 0.10 |
| SABRA HEALTH CARE REIT INC REIT (SABRA HEALTH CARE REIT, INC.) | Long | Equity-common | US | $1M | 68K | 0.30 |
| SAFE BULKERS INC COMMON STOCK (SAFE BULKERS, INC.) | Long | Equity-common | US | $168K | 29K | 0.05 |
| SALLY BEAUTY HOLDINGS INC COMMON STOCK (SALLY BEAUTY HOLDINGS, INC.) | Long | Equity-common | US | $421K | 39K | 0.12 |
| SANDRIDGE ENERGY INC COMMON STOCK (SANDRIDGE ENERGY, INC.) | Long | Equity-common | US | $166K | 13K | 0.05 |
| SANMINA CORP COMMON STOCK (SANMINA CORPORATION) | Long | Equity-common | US | $3M | 46K | 0.89 |
| SCANSOURCE INC COMMON STOCK (SCANSOURCE, INC.) | Long | Equity-common | US | $501K | 11K | 0.14 |
| SCHOLASTIC CORP COMMON STOCK (SCHOLASTIC CORPORATION) | Long | Equity-common | US | $367K | 10K | 0.11 |
| SCORPIO TANKERS INC COMMON STOCK (SCORPIO TANKERS INC.) | Long | Equity-common | US | $1M | 14K | 0.33 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $3M | 3M | 0.77 |
| SELECT MEDICAL HOLDINGS CORP COMMON STOCK (SELECT MEDICAL HOLDINGS CORPORATION) | Long | Equity-common | US | $576K | 16K | 0.17 |
| SENSATA TECHNOLOGIES HOLDING COMMON STOCK (SENSATA TECHNOLOGIES HOLDING PLC) | Long | Equity-common | US | $765K | 20K | 0.22 |
| SERVICE PROPERTIES TRUST REIT | Long | Equity-common | US | $190K | 37K | 0.05 |
| SHUTTERSTOCK INC COMMON STOCK (SHUTTERSTOCK, INC.) | Long | Equity-common | US | $448K | 12K | 0.13 |
| SIERRA BANCORP COMMON STOCK | Long | Equity-common | US | $101K | 5K | 0.03 |
| SIGA TECHNOLOGIES INC COMMON STOCK (SIGA TECHNOLOGIES, INC.) | Long | Equity-common | US | $143K | 19K | 0.04 |
| SIGNET JEWELERS LTD COMMON STOCK (Signet Jewelers Limited) | Long | Equity-common | US | $2M | 19K | 0.48 |
| SILGAN HOLDINGS INC COMMON STOCK (SILGAN HOLDINGS INC.) | Long | Equity-common | US | $863K | 20K | 0.25 |
| SILICON LABORATORIES INC COMMON STOCK (SILICON LABORATORIES INC.) | Long | Equity-common | US | $552K | 5K | 0.16 |
| SILICON MOTION TECHNOL-ADR DEPOSITARY RECEIPT (SILICON MOTION TECHNOLOGY CORPORATION) | Long | Equity-common | US | $3M | 34K | 0.79 |
| SILVERCREST ASSET MANAGEME-A COMMON STOCK (Silvercrest Asset Management Group Inc) | Long | Equity-common | US | $45K | 3K | 0.01 |
| SIMMONS FIRST NATL CORP-CL A COMMON STOCK (SIMMONS FIRST NATIONAL CORPORATION) | Long | Equity-common | US | $800K | 45K | 0.23 |
| SIRIUSPOINT LTD COMMON STOCK (SIRIUSPOINT LTD.) | Long | Equity-common | US | $158K | 13K | 0.05 |
| SIXTH STREET SPECIALTY LENDI COMMON STOCK (SIXTH STREET SPECIALTY LENDING, INC.) | Long | Equity-common | US | $558K | 26K | 0.16 |
| SKYWEST INC COMMON STOCK (SKYWEST, INC.) | Long | Equity-common | US | $1M | 13K | 0.30 |
| SM ENERGY CO COMMON STOCK (SM ENERGY COMPANY) | Long | Equity-common | US | $495K | 11K | 0.14 |
| SOUTH PLAINS FINANCIAL INC COMMON STOCK (SOUTH PLAINS FINANCIAL, INC.) | Long | Equity-common | US | $92K | 3K | 0.03 |
| SOUTHWEST GAS HOLDINGS INC COMMON STOCK (SOUTHWEST GAS HOLDINGS, INC.) | Long | Equity-common | US | $225K | 3K | 0.06 |
| SPARTANNASH CO COMMON STOCK (SPARTANNASH COMPANY) | Long | Equity-common | US | $319K | 17K | 0.09 |
| SPECTRUM BRANDS HOLDINGS INC COMMON STOCK (SPECTRUM BRANDS HOLDINGS, INC.) | Long | Equity-common | US | $587K | 7K | 0.17 |
| SPIRE INC COMMON STOCK (Spire Inc.) | Long | Equity-common | US | $432K | 7K | 0.12 |
| SPROUTS FARMERS MARKET INC COMMON STOCK (SPROUTS FARMERS MARKET, INC.) | Long | Equity-common | US | $890K | 11K | 0.26 |
| STAG INDUSTRIAL INC REIT (STAG INDUSTRIAL, INC.) | Long | Equity-common | US | $1M | 29K | 0.31 |
| STANDEX INTERNATIONAL CORP COMMON STOCK (STANDEX INTERNATIONAL CORPORATION) | Long | Equity-common | US | $1M | 7K | 0.34 |
| STEELCASE INC-CL A COMMON STOCK (STEELCASE INC.) | Long | Equity-common | US | $510K | 39K | 0.15 |
| STEVEN MADDEN LTD COMMON STOCK (STEVEN MADDEN, LTD.) | Long | Equity-common | US | $725K | 17K | 0.21 |
| SUMMIT HOTEL PROPERTIES INC REIT (SUMMIT HOTEL PROPERTIES, INC.) | Long | Equity-common | US | $25K | 4K | 0.01 |
| SUNCOKE ENERGY INC COMMON STOCK (SUNCOKE ENERGY, INC.) | Long | Equity-common | US | $773K | 79K | 0.22 |
| SUNSTONE HOTEL INVESTORS INC REIT (SUNSTONE HOTEL INVESTORS, INC.) | Long | Equity-common | US | $904K | 86K | 0.26 |
| SUPER GROUP SGHC LTD COMMON STOCK (SGHC Ltd) | Long | Equity-common | US | $113K | 35K | 0.03 |
| SYLVAMO CORP COMMON STOCK (SYLVAMO CORPORATION) | Long | Equity-common | US | $539K | 8K | 0.16 |
| SYNOVUS FINANCIAL CORP COMMON STOCK (SYNOVUS FINANCIAL CORP.) | Long | Equity-common | US | $924K | 23K | 0.27 |
| TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK (Tactile Systems Technology Inc) | Long | Equity-common | US | $113K | 10K | 0.03 |
| TAYLOR MORRISON HOME CORP COMMON STOCK (TAYLOR MORRISON HOME CORPORATION) | Long | Equity-common | US | $2M | 30K | 0.48 |
| TD SYNNEX CORP COMMON STOCK (TD SYNNEX CORPORATION) | Long | Equity-common | US | $778K | 7K | 0.22 |
| TEEKAY CORP COMMON STOCK (TEEKAY CORPORATION) | Long | Equity-common | US | $247K | 28K | 0.07 |
| TEGNA INC COMMON STOCK (TEGNA INC.) | Long | Equity-common | US | $1M | 80K | 0.32 |
| TELEPHONE AND DATA SYSTEMS COMMON STOCK (TELEPHONE AND DATA SYSTEMS, INC.) | Long | Equity-common | US | $481K | 23K | 0.14 |
| TEREX CORP COMMON STOCK (TEREX CORPORATION) | Long | Equity-common | US | $2M | 31K | 0.49 |
| THIRD COAST BANCSHARES INC COMMON STOCK | Long | Equity-common | US | $85K | 4K | 0.02 |
| THOR INDUSTRIES INC COMMON STOCK (THOR INDUSTRIES, INC.) | Long | Equity-common | US | $318K | 3K | 0.09 |
| TIMKEN CO COMMON STOCK (THE TIMKEN COMPANY) | Long | Equity-common | US | $893K | 11K | 0.26 |
| TITAN INTERNATIONAL INC COMMON STOCK (TITAN INTERNATIONAL, INC.) | Long | Equity-common | US | $150K | 20K | 0.04 |
| TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK (TOPGOLF CALLAWAY BRANDS CORP.) | Long | Equity-common | US | $582K | 38K | 0.17 |
| TRAVEL + LEISURE CO COMMON STOCK (TRAVEL + LEISURE CO.) | Long | Equity-common | US | $472K | 10K | 0.14 |
| TREEHOUSE FOODS INC COMMON STOCK (TREEHOUSE FOODS, INC.) | Long | Equity-common | US | $813K | 22K | 0.23 |
| TRI POINTE HOMES INC COMMON STOCK (TRI POINTE HOMES, INC.) | Long | Equity-common | US | $3M | 73K | 0.78 |
| TRUEBLUE INC COMMON STOCK (TRUEBLUE, INC.) | Long | Equity-common | US | $168K | 16K | 0.05 |
| TRUSTMARK CORP COMMON STOCK (TRUSTMARK CORPORATION) | Long | Equity-common | US | $622K | 21K | 0.18 |
| TTM TECHNOLOGIES COMMON STOCK (TTM TECHNOLOGIES, INC.) | Long | Equity-common | US | $1M | 55K | 0.31 |
| TUTOR PERINI CORP COMMON STOCK (TUTOR PERINI CORPORATION) | Long | Equity-common | US | $344K | 16K | 0.10 |
| UFP INDUSTRIES INC COMMON STOCK (UFP INDUSTRIES, INC.) | Long | Equity-common | US | $265K | 2K | 0.08 |
| UGI CORP COMMON STOCK (UGI CORPORATION) | Long | Equity-common | US | $642K | 28K | 0.18 |
| UNISYS CORP COMMON STOCK (UNISYS CORPORATION) | Long | Equity-common | US | $116K | 28K | 0.03 |
| UNITI GROUP INC REIT (UNITI GROUP INC.) | Long | Equity-common | US | $289K | 99K | 0.08 |
| UNIVERSAL INSURANCE HOLDINGS COMMON STOCK (UNIVERSAL INSURANCE HOLDINGS, INC.) | Long | Equity-common | US | $207K | 11K | 0.06 |
| UNIVERSAL LOGISTICS HOLDINGS COMMON STOCK (UNIVERSAL LOGISTICS HOLDINGS, INC.) | Long | Equity-common | US | $89K | 2K | 0.03 |
| UNIVEST FINANCIAL CORP COMMON STOCK (Univest Financial Corporation) | Long | Equity-common | US | $531K | 23K | 0.15 |
| UPBOUND GROUP INC COMMON STOCK (UPBOUND GROUP, INC.) | Long | Equity-common | US | $531K | 17K | 0.15 |
| URBAN OUTFITTERS INC COMMON STOCK (URBAN OUTFITTERS, INC.) | Long | Equity-common | US | $3M | 75K | 0.89 |
| USANA HEALTH SCIENCES INC COMMON STOCK (USANA HEALTH SCIENCES, INC.) | Long | Equity-common | US | $207K | 5K | 0.06 |
| VAALCO ENERGY INC COMMON STOCK (VAALCO ENERGY, INC.) | Long | Equity-common | US | $270K | 43K | 0.08 |
| VALHI INC COMMON STOCK (VALHI, INC.) | Long | Equity-common | US | $19K | 1K | 0.01 |
| VALLEY NATIONAL BANCORP COMMON STOCK | Long | Equity-common | US | $1M | 164K | 0.33 |
| VALMONT INDUSTRIES COMMON STOCK (VALMONT INDUSTRIES, INC.) | Long | Equity-common | US | $823K | 3K | 0.24 |
| VALVOLINE INC COMMON STOCK (VALVOLINE INC.) | Long | Equity-common | US | $851K | 20K | 0.24 |
| VANDA PHARMACEUTICALS INC COMMON STOCK (VANDA PHARMACEUTICALS INC.) | Long | Equity-common | US | $97K | 17K | 0.03 |
| VAREX IMAGING CORP COMMON STOCK (VAREX IMAGING CORPORATION) | Long | Equity-common | US | $215K | 15K | 0.06 |
| VERA BRADLEY INC COMMON STOCK (VERA BRADLEY, INC.) | Long | Equity-common | US | $56K | 9K | 0.02 |
| VEREN INC COMMON STOCK (VEREN INC.) | Long | Equity-common | US | $2M | 213K | 0.48 |
| VERITEX HOLDINGS INC COMMON STOCK (VERITEX HOLDINGS, INC.) | Long | Equity-common | US | $523K | 25K | 0.15 |
| VIAVI SOLUTIONS INC COMMON STOCK (VIAVI SOLUTIONS INC.) | Long | Equity-common | US | $647K | 94K | 0.19 |
| VICTORY CAPITAL HOLDING - A COMMON STOCK (VICTORY CAPITAL HOLDINGS, INC.) | Long | Equity-common | US | $726K | 15K | 0.21 |
| VILLAGE SUPER MARKET-CLASS A COMMON STOCK (Village Super Market, Inc.) | Long | Equity-common | US | $310K | 12K | 0.09 |
| VISHAY INTERTECHNOLOGY INC COMMON STOCK (VISHAY INTERTECHNOLOGY, INC.) | Long | Equity-common | US | $294K | 13K | 0.08 |
| VONTIER CORP COMMON STOCK (VONTIER CORPORATION) | Long | Equity-common | US | $696K | 18K | 0.20 |
| WABASH NATIONAL CORP COMMON STOCK (WABASH NATIONAL CORPORATION) | Long | Equity-common | US | $1M | 52K | 0.32 |
| WAFD INC COMMON STOCK (WaFd, Inc) | Long | Equity-common | US | $602K | 21K | 0.17 |
| WARRIOR MET COAL INC COMMON STOCK (WARRIOR MET COAL, INC.) | Long | Equity-common | US | $1M | 19K | 0.34 |
| WESCO INTERNATIONAL INC COMMON STOCK (WESCO INTERNATIONAL, INC.) | Long | Equity-common | US | $2M | 11K | 0.50 |
| WESTAMERICA BANCORPORATION COMMON STOCK | Long | Equity-common | US | $461K | 9K | 0.13 |
| WEYCO GROUP INC COMMON STOCK (WEYCO GROUP, INC.) | Long | Equity-common | US | $54K | 2K | 0.02 |
| WHIRLPOOL CORP COMMON STOCK (WHIRLPOOL CORPORATION) | Long | Equity-common | US | $1M | 12K | 0.34 |
| WINNEBAGO INDUSTRIES COMMON STOCK (WINNEBAGO INDUSTRIES, INC.) | Long | Equity-common | US | $621K | 11K | 0.18 |
| WINTRUST FINANCIAL CORP COMMON STOCK (WINTRUST FINANCIAL CORPORATION) | Long | Equity-common | US | $1M | 15K | 0.43 |
| WORLD KINECT CORP COMMON STOCK (World Kinect Corporation.) | Long | Equity-common | US | $1M | 48K | 0.36 |
| XENIA HOTELS & RESORTS INC REIT (XENIA HOTELS & RESORTS, INC.) | Long | Equity-common | US | $657K | 46K | 0.19 |
| XEROX HOLDINGS CORP COMMON STOCK | Long | Equity-common | US | $573K | 49K | 0.16 |
| YELP INC COMMON STOCK (YELP INC.) | Long | Equity-common | US | $202K | 5K | 0.06 |
| YETI HOLDINGS INC COMMON STOCK (YETI HOLDINGS, INC.) | Long | Equity-common | US | $283K | 7K | 0.08 |
| ZIFF DAVIS INC COMMON STOCK (ZIFF DAVIS, INC.) | Long | Equity-common | US | $715K | 13K | 0.21 |
| ZIONS BANCORP NA COMMON STOCK (ZIONS BANCORPORATION, NATIONAL ASSOCIATION) | Long | Equity-common | US | $3M | 62K | 0.77 |
Address
SEI INSTITUTIONAL MANAGED TRUST
1 FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Directors
Mitchell A. Johnson
Hubert L. Harris, Jr.
Robert A. Nesher
Thomas Melendez
Nina Lesavoy
Christine Reynolds
William M. Doran
James B. Taylor
Susan C. Cote
James M. Williams
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
S&P
Thomson Reuters Corporation
IHS Markit
Pricing Direct
Intercontinental Exchange, Inc.
Bloomberg
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI INVESTMENTS Distribution Company
SEI Private Trust Company
NATIONAL FINANCIAL SVCS CORP
WELLS FARGO ADVISORS
UBS SECURITIES LLC
PERSHING LLC
RBC CAPITAL MARKETS CORPORATION
Principal Life Insurance Company
MORGAN STANLEY & CO.
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
CHARLES SCHWAB & CO., INC
JP MORGAN SECURITIES
RAYMOND JAMES & ASSOCIATES, INC.
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
CITADEL SECURITIES
JP MORGAN
GOLDMAN, SACHS & CO.
MORGAN STANLEY & CO, INC
PIPER JAFFRAY
CITIGROUP
BARCLAYS CAPITAL INC.
INSTINET
UBS SECURITIES LLC
BANK OF AMERICA